The Red Bull driver, who was quickest in both practice sessions on Friday, had to contend with several difficulties on Saturday, including a hydraulic problem which stopped his car in FP3.
Despite further issues in Q2, Verstappen made it through to Q3, only to run into another problem, leaving the Dutchman, who eventually qualified fifth, cursing his luck.
“It’s not really nice to be in fifth,” he said. “The problem in FP3 was not ideal, but also in Q2 I had some issues with going to the limiter - the engine was cutting out a bit - so that was not good.
“Then in Q3, my final lap when it all counts, I was three-tenths faster than my previous lap time but then I lost gear sync. So on the straights I was losing a lot of lap time, which is of course very painful. We need to get on top of that because it shouldn’t happen.”
Though he missed out on a second-row grid slot, Verstappen professed himself pleased with the progress Red Bull have made in Baku, helped by advances in their Renault power unit.
“You can see there is a little more horsepower, so that’s good. But we always want more! I’m a bit disappointed at the moment with fifth, even with all the issues, because we should have been third.
“But I think we definitely made a step forward, with such long straights. And in the second sector where all the corners are we are in the fight, so that’s good.”
Verstappen has retired from three of the last five races, and has not finished on the podium since the second Grand Prix of the season in China. Last year he finished eighth in Baku.